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Searched defs:volatility (Results 1 – 25 of 203) sorted by relevance

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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/
H A Dcallablebondconstantvol.cpp28 Volatility volatility, in CallableBondConstantVolatility()
36 const Handle<Quote>& volatility, in CallableBondConstantVolatility()
46 Volatility volatility, in CallableBondConstantVolatility()
55 const Handle<Quote>& volatility, in CallableBondConstantVolatility()
H A Dcallablebondvolstructure.hpp167 inline Volatility CallableBondVolatilityStructure::volatility( in volatility() function in QuantLib::CallableBondVolatilityStructure
188 inline Volatility CallableBondVolatilityStructure::volatility( in volatility() function in QuantLib::CallableBondVolatilityStructure
208 inline Volatility CallableBondVolatilityStructure::volatility( in volatility() function in QuantLib::CallableBondVolatilityStructure
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/capfloor/
H A Dcapfloortermvolatilitystructure.hpp84 Volatility CapFloorTermVolatilityStructure::volatility(const Period& optT, in volatility() function in QuantLib::CapFloorTermVolatilityStructure
92 Volatility CapFloorTermVolatilityStructure::volatility(const Date& d, in volatility() function in QuantLib::CapFloorTermVolatilityStructure
101 Volatility CapFloorTermVolatilityStructure::volatility(Time t, in volatility() function in QuantLib::CapFloorTermVolatilityStructure
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/equityfx/
H A Dblackconstantvol.hpp81 Volatility volatility, in BlackConstantVol()
88 const Handle<Quote>& volatility, in BlackConstantVol()
97 Volatility volatility, in BlackConstantVol()
104 const Handle<Quote>& volatility, in BlackConstantVol()
H A Dlocalconstantvol.hpp78 Volatility volatility, in LocalConstantVol()
85 const Handle<Quote>& volatility, in LocalConstantVol()
94 Volatility volatility, in LocalConstantVol()
102 const Handle<Quote>& volatility, in LocalConstantVol()
/dports/finance/quantlib/QuantLib-1.20/ql/models/
H A Dcalibrationhelper.hpp57 BlackCalibrationHelper(const Handle<Quote>& volatility, in BlackCalibrationHelper()
74 BlackCalibrationHelper(const Handle<Quote>& volatility, in BlackCalibrationHelper()
92 Handle<Quote> volatility() const { return volatility_; } in volatility() function in QuantLib::BlackCalibrationHelper
/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/inflation/
H A Dinflationcapfloorengines.cpp30 const Handle<YoYOptionletVolatilitySurface>& volatility, in YoYInflationCapFloorEngine()
140 const Handle<YoYOptionletVolatilitySurface>& volatility, in YoYInflationBlackCapFloorEngine()
158 const Handle<YoYOptionletVolatilitySurface>& volatility, in YoYInflationUnitDisplacedBlackCapFloorEngine()
176 const Handle<YoYOptionletVolatilitySurface>& volatility, in YoYInflationBachelierCapFloorEngine()
H A Dinflationcapfloorengines.hpp51 Handle<YoYOptionletVolatilitySurface> volatility() const { return volatility_; } in volatility() function in QuantLib::YoYInflationCapFloorEngine
/dports/finance/quantlib/QuantLib-1.20/ql/legacy/libormarketmodels/
H A Dlmfixedvolmodel.cpp41 Disposable<Array> LmFixedVolatilityModel::volatility( in volatility() function in QuantLib::LmFixedVolatilityModel
59 Volatility LmFixedVolatilityModel::volatility( in volatility() function in QuantLib::LmFixedVolatilityModel
H A Dlmconstwrappervolmodel.hpp40 Disposable<Array> volatility( in volatility() function in QuantLib::LmConstWrapperVolatilityModel
44 Volatility volatility( in volatility() function in QuantLib::LmConstWrapperVolatilityModel
H A Dlmextlinexpvolmodel.cpp36 Disposable<Array> LmExtLinearExponentialVolModel::volatility( in volatility() function in QuantLib::LmExtLinearExponentialVolModel
46 Volatility LmExtLinearExponentialVolModel::volatility( in volatility() function in QuantLib::LmExtLinearExponentialVolModel
H A Dlmlinexpvolmodel.cpp36 Disposable<Array> LmLinearExponentialVolatilityModel::volatility( in volatility() function in QuantLib::LmLinearExponentialVolatilityModel
55 Volatility LmLinearExponentialVolatilityModel::volatility( in volatility() function in QuantLib::LmLinearExponentialVolatilityModel
/dports/finance/quantlib/QuantLib-1.20/ql/quotes/
H A Dfuturesconvadjustmentquote.cpp30 const Handle<Quote>& volatility, in FuturesConvAdjustmentQuote()
47 const Handle<Quote>& volatility, in FuturesConvAdjustmentQuote()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/
H A Dblackcdsoptionengine.cpp33 const Handle<Quote>& volatility) in BlackCdsOptionEngine()
86 Handle<Quote> BlackCdsOptionEngine::volatility() { in volatility() function in QuantLib::BlackCdsOptionEngine
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/optionlet/
H A Doptionletvolatilitystructure.hpp127 OptionletVolatilityStructure::volatility(const Period& optionTenor, in volatility() function in QuantLib::OptionletVolatilityStructure
169 OptionletVolatilityStructure::volatility(const Date& optionDate, in volatility() function in QuantLib::OptionletVolatilityStructure
178 OptionletVolatilityStructure::volatility(Time optionTime, in volatility() function in QuantLib::OptionletVolatilityStructure
/dports/finance/quantlib/QuantLib-1.20/ql/models/equity/
H A Dhestonmodelhelper.cpp37 const Handle<Quote>& volatility, in HestonModelHelper()
55 const Handle<Quote>& volatility, in HestonModelHelper()
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/swaption/
H A Dswaptionvolstructure.hpp225 SwaptionVolatilityStructure::volatility(const Period& optionTenor, in volatility() function in QuantLib::SwaptionVolatilityStructure
234 SwaptionVolatilityStructure::volatility(const Period& optionTenor, in volatility() function in QuantLib::SwaptionVolatilityStructure
325 SwaptionVolatilityStructure::volatility(const Date& optionDate, in volatility() function in QuantLib::SwaptionVolatilityStructure
336 SwaptionVolatilityStructure::volatility(const Date& optionDate, in volatility() function in QuantLib::SwaptionVolatilityStructure
348 SwaptionVolatilityStructure::volatility(Time optionTime, in volatility() function in QuantLib::SwaptionVolatilityStructure
360 SwaptionVolatilityStructure::volatility(Time optionTime, in volatility() function in QuantLib::SwaptionVolatilityStructure
/dports/finance/quantlib/QuantLib-1.20/ql/models/shortrate/calibrationhelpers/
H A Dswaptionhelper.cpp36 const Handle<Quote>& volatility, in SwaptionHelper()
59 const Handle<Quote>& volatility, in SwaptionHelper()
82 const Handle<Quote>& volatility, in SwaptionHelper()
/dports/finance/R-cran-fGarch/fGarch/R/
H A Dmethods-volatility.R53 volatility = slot(object, "sigma.t") functionVar
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/averageois/
H A Darithmeticaverageois.cpp37 Real volatility, in ArithmeticAverageOIS()
62 Real volatility, in ArithmeticAverageOIS()
/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/capfloor/
H A Dbacheliercapfloorengine.hpp48 Handle<OptionletVolatilityStructure> volatility() { return vol_; } in volatility() function in QuantLib::BachelierCapFloorEngine
H A Dblackcapfloorengine.hpp53 Handle<OptionletVolatilityStructure> volatility() { return vol_; } in volatility() function in QuantLib::BlackCapFloorEngine
/dports/finance/R-cran-TTR/TTR/R/
H A DchaikinVolatility.R65 volatility <- ROC( mavg, n, type="discrete" ) functionVar
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/models/
H A Dpiecewiseconstantvariance.cpp34 Volatility PiecewiseConstantVariance::volatility(Size i) const { in volatility() function in QuantLib::PiecewiseConstantVariance
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/inflation/
H A Dcpivolatilitystructure.cpp80 Volatility CPIVolatilitySurface::volatility(const Date& maturityDate, in volatility() function in QuantLib::CPIVolatilitySurface
104 Volatility CPIVolatilitySurface::volatility(const Period& optionTenor, in volatility() function in QuantLib::CPIVolatilitySurface

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